Report NEP-FMK-2020-11-02

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander, 2020. "Canadian stock market since COVID‑19: Why a V-shaped price recovery?," Staff Analytical Notes 2020-22, Bank of Canada.
• Metod Jazbec & Barna P'asztor & Felix Faltings & Nino Antulov-Fantulin & Petter N. Kolm, 2020. "On the impact of publicly available news and information transfer to financial markets," Papers 2010.12002, arXiv.org.
• G.M. Gallo & D. Lacava & E. Otranto, 2020. "Measuring the Effects of Unconventional Policies on Stock Market Volatility," Working Paper CRENoS 202006, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Antonio Mele & Yoshiki Obayashi, 2020. "Credit Volatility Indexes," Swiss Finance Institute Research Paper Series 20-88, Swiss Finance Institute.
• Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti, 2020. "Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark," Working Papers, Department of Economics 2020_22, University of São Paulo (FEA-USP).
• Lim, Siok Jin, 2020. "Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach," MPRA Paper 103295, University Library of Munich, Germany.